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Ordering positive definite matrices

Accepted version
Peer-reviewed

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Type

Article

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Authors

Sepulchre, R 

Abstract

We introduce new partial orders on the set Sn+ of positive definite matrices of dimension n derived from the affine-invariant geometry of Sn+. The orders are induced by affine-invariant cone fields, which arise naturally from a local analysis of the orders that are compatible with the homogeneous geometry of Sn+ defined by the natural transitive action of the general linear group GL(n). We then take a geometric approach to the study of monotone functions on Sn+ and establish a number of relevant results, including an extension of the well-known L"owner-Heinz theorem derived using differential positivity with respect to affine-invariant cone fields.

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Keywords

4901 Applied Mathematics, 4902 Mathematical Physics, 4904 Pure Mathematics, 49 Mathematical Sciences

Journal Title

Information Geometry

Conference Name

Journal ISSN

2511-2481
2511-249X

Volume Title

Publisher

Springer Science and Business Media LLC
Sponsorship
EPSRC (1355845)
The Royal Society (wm130007)
European Research Council (670645)